BNP Paribas Call 140 RL 20.12.2024
/ DE000PZ11W45
BNP Paribas Call 140 RL 20.12.202.../ DE000PZ11W45 /
6/11/2024 5:50:35 PM |
Chg.-0.260 |
Bid5:57:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.770EUR |
-5.17% |
4.750 Bid Size: 4,200 |
- Ask Size: - |
Ralph Lauren Corpora... |
140.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PZ11W4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ralph Lauren Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.80 |
Intrinsic value: |
4.49 |
Implied volatility: |
0.40 |
Historic volatility: |
0.27 |
Parity: |
4.49 |
Time value: |
0.54 |
Break-even: |
180.37 |
Moneyness: |
1.35 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.40% |
Delta: |
0.89 |
Theta: |
-0.03 |
Omega: |
3.11 |
Rho: |
0.56 |
Quote data
Open: |
4.960 |
High: |
4.960 |
Low: |
4.610 |
Previous Close: |
5.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.42% |
1 Month |
|
|
+39.88% |
3 Months |
|
|
+8.90% |
YTD |
|
|
+116.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.030 |
4.320 |
1M High / 1M Low: |
5.030 |
3.120 |
6M High / 6M Low: |
5.370 |
1.620 |
High (YTD): |
3/21/2024 |
5.370 |
Low (YTD): |
1/17/2024 |
1.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.973 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.465 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.62% |
Volatility 6M: |
|
138.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |